A Parallel Implementation of the Block-GTH algorithm

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Abstract

The GTH algorithm is a very accurate direct method for finding
the stationary distribution of a finite-state, discrete time, irreducible
Markov chain. O'Leary and Wu developed the block-GTH algorithm and
successfully demonstrated the efficiency of the algorithm on vector
pipeline machines and on workstations with cache memory. In this paper,
we discuss the parallel implementation of the block-GTH algorithm and
show effective performance on the CM-5.